-79.7%
TE vs FE
+43.6%
-123.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.6% | 0.0% | -12.6% | -12.6% |
| 30D | -36.7% | +5.2% | -41.9% | -37.7% |
| 3M | -57.5% | 0.0% | -57.5% | -57.5% |
| 6M | -55.2% | +5.0% | -60.3% | -56.3% |
| YTD | -64.7% | +7.9% | -72.6% | -66.2% |
| 1Y | -35.9% | +6.3% | -42.2% | -38.4% |
| 3Y | -31.8% | +46.0% | -77.8% | -46.3% |
| All | -79.7% | +43.6% | -123.3% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling